Efficient semiparametric regression for longitudinal data with nonparametric covariance estimation

@inproceedings{Yehua2011EfficientSR,
  title={Efficient semiparametric regression for longitudinal data with nonparametric covariance estimation},
  author={Li Yehua},
  year={2011}
}
For longitudinal data, when the within-subject covariance is misspecified, the semiparametric regression estimator may be inefficient. We propose a method that combines the efficient semiparametric estimator with nonparametric covariance estimation, and is robust against misspecification of covariance models. We show that kernel covariance estimation provides uniformly consistent estimators for the within-subject covariance matrices, and the semiparametric profile estimator with substituted… CONTINUE READING

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Semiparametric estimation of covariance matrices for longitudinal data.

Journal of the American Statistical Association • 2008
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